-30.8%
DOW vs APA
+69.9%
-100.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.3% |
| 7D | -9.4% | -8.7% | -0.7% | -6.4% |
| 30D | +8.9% | -2.4% | +11.3% | +9.6% |
| 3M | +6.7% | +19.0% | -12.2% | -0.4% |
| 6M | -14.2% | +26.8% | -41.0% | -21.9% |
| YTD | +36.9% | +87.3% | -50.4% | +8.8% |
| 1Y | +45.8% | +92.3% | -46.5% | +14.7% |
| 3Y | -23.9% | +37.3% | -61.2% | -38.1% |
| 5Y | -30.8% | +73.2% | -104.0% | -48.4% |
| All | -30.8% | +69.9% | -100.6% | -48.4% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded APA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling